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3.12 When an investment asset Provides a known dollar Income (page 58) F0=(S0-1)e Where I is the present value of the Income Options, Futures, and Other Derivatives, 4th edition@ 2000 by John C. Hull Tang Yincai, C 2003, Shanghai Normal University3.12 Options, Futures, and Other Derivatives, 4th edition © 2000 by John C. Hull Tang Yincai, © 2003, Shanghai Normal University When an Investment Asset Provides a Known Dollar Income (page 58) F0 = (S0 – I )erT where I is the present value of the income
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